\documentclass{article}
\usepackage{amssymb,amsmath,amscd,concmath}
\pagestyle{empty}
\begin{document}
\begin{equation*}A \cap B = A \setminus \underbrace{(\Omega \setminus B)}_{\in \mathfrak{A}} \in \mathfrak{A}\end{equation*}
\end{document}
